I have never encountered this before until today.  Today while working in my VM, I hit the R key in a notepad window and suddenly the windows run prompt popped up.  Next and E brought up the windows explorer window.  WFT???  Closing the terminal and reopening did not help.  Apparently locking your physical machine in the VM by pressing the CTRL + L key combo can cause this.  The solution:  minimize the terminal session and press the ctrl or windows key 6-12 times.  Found here:  http://social.technet.microsoft.com/Forums/en-US/winserverTS/thread/cbaae74e-8311-4a46-a842-31dcdd6878dc